bbemkr: Bayesian bandwidth estimation for multivariate kernel regression with Gaussian error

Bayesian bandwidth estimation for Nadaraya-Watson type multivariate kernel regression with Gaussian error density

AuthorHan Lin Shang and Xibin Zhang
Date of publication2014-04-05 08:11:58
MaintainerHan Lin Shang <hanlin.shang@anu.edu.au>
LicenseGPL (>= 2)
Version2.0
https://sites.google.com/site/hanlinshangswebsite/

View on CRAN

Man pages

bbemkr-package: Bayesian bandwidth estimation for multivariate kernel...

cost: Negative of log posterior associated with the bandwidths

cost2_gaussian: Negative of log posterior associated with the error variance

cost_admkr: Negative of log posterior associated with the bandwidths

cov_chol: Calculate log marginal likeliood from MCMC output

cov_chol_admkr: Calculate log marginal likelihood from MCMC output

data_x: Simulated three-dimensional regressors

data_ynorm: Simulated response variable

data_yt: Simulated response variable

gibbs_admkr_erro: Estimating bandwidth of the kernel-form error density

gibbs_admkr_nw: Estimating bandwidths of the regressors

ker: Type of kernel function

kern: Calculate the R square value and mean square error as...

LaplaceMetropolis_admkr: Laplace-Metropolis estimator of log marginal likelihood

LaplaceMetropolis_gaussian: Laplace-Metropolis estimator of log marginal likelihood

logdensity_admkr: Calculate an estimate of log posterior ordinate used in the...

logdensity_gaussian: Calculate an estimate of log posterior ordinate used in the...

loglikelihood_admkr: Calculate the log likelihood used in the Chib's (1995) log...

loglikelihood_gaussian: Calculate the log likelihood used in the Chib's (1995) log...

logpriorh2: Prior of square bandwidths

logpriors_admkr: Calculate the log prior used in the log marginal density of...

logpriors_gaussian: Calculate the log prior used in the log marginal density of...

mcmcrecord_admkr: MCMC iterations

mcmcrecord_gaussian: MCMC iterations

NadarayaWatsonkernel: Nadaraya-Watson kernel estimator

np_gibbs: Estimating bandwidths of the regressors

nrr: Normal reference rule for estimating bandwidths

warmup_admkr: Burn-in period

warmup_gaussian: Burn-in period

xm: Values of true regression function

Files in this package

bbemkr
bbemkr/inst
bbemkr/inst/doc
bbemkr/inst/doc/bbemkr.pdf
bbemkr/inst/doc/bbemkr.Rnw
bbemkr/NAMESPACE
bbemkr/data
bbemkr/data/data_ynorm.rda
bbemkr/data/data_x.rda
bbemkr/data/xm.rda
bbemkr/data/data_yt.rda
bbemkr/R
bbemkr/R/cost_admkr.R bbemkr/R/ker.R bbemkr/R/residu.R bbemkr/R/mcmcrecord_admkr.R bbemkr/R/margin_prior_gaussian.R bbemkr/R/np_gibbs.R bbemkr/R/warmup_gaussian.R bbemkr/R/NadarayaWatsonkernel.R bbemkr/R/gibbs_admkr_erro.R bbemkr/R/margin_prior_admkr.R bbemkr/R/logdensity_admkr.R bbemkr/R/cov_chol_admkr.R bbemkr/R/loglikelihood_gaussian.R bbemkr/R/margin_like_admkr.R bbemkr/R/cost_gaussian.R bbemkr/R/loglikelihood_admkr.R bbemkr/R/margin_like_gaussian.R bbemkr/R/mcmcrecord_gaussian.R bbemkr/R/LaplaceMetropolis_admkr.R bbemkr/R/gibbs_admkr_nw.R bbemkr/R/logpriors_gaussian.R bbemkr/R/kern.R bbemkr/R/logpriors_admkr.R bbemkr/R/logdensity_gaussian.R bbemkr/R/cov_chol.R bbemkr/R/cost2_gaussian.R bbemkr/R/nrr.R bbemkr/R/warmup_admkr.R bbemkr/R/logpriorh2.R bbemkr/R/LaplaceMetropolis_gaussian.R
bbemkr/vignettes
bbemkr/vignettes/bbemkr.Rnw
bbemkr/vignettes/bbemkr.bib
bbemkr/MD5
bbemkr/build
bbemkr/build/vignette.rds
bbemkr/DESCRIPTION
bbemkr/ChangeLog
bbemkr/man
bbemkr/man/ker.Rd bbemkr/man/xm.Rd bbemkr/man/bbemkr-package.Rd bbemkr/man/cost.Rd bbemkr/man/data_ynorm.Rd bbemkr/man/cov_chol.Rd bbemkr/man/cost_admkr.Rd bbemkr/man/nrr.Rd bbemkr/man/logpriors_admkr.Rd bbemkr/man/loglikelihood_gaussian.Rd bbemkr/man/warmup_gaussian.Rd bbemkr/man/loglikelihood_admkr.Rd bbemkr/man/data_x.Rd bbemkr/man/gibbs_admkr_erro.Rd bbemkr/man/logpriors_gaussian.Rd bbemkr/man/np_gibbs.Rd bbemkr/man/logdensity_admkr.Rd bbemkr/man/cov_chol_admkr.Rd bbemkr/man/LaplaceMetropolis_gaussian.Rd bbemkr/man/warmup_admkr.Rd bbemkr/man/NadarayaWatsonkernel.Rd bbemkr/man/LaplaceMetropolis_admkr.Rd bbemkr/man/gibbs_admkr_nw.Rd bbemkr/man/cost2_gaussian.Rd bbemkr/man/mcmcrecord_gaussian.Rd bbemkr/man/kern.Rd bbemkr/man/mcmcrecord_admkr.Rd bbemkr/man/logpriorh2.Rd bbemkr/man/data_yt.Rd bbemkr/man/logdensity_gaussian.Rd

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

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